Having the lead run through the center of the coil is no longer an air core. It is now using the copper as a core. I dont know how much of a difference this makes because copper is nonferrous, but it still has electrons running through it.

Ill have to twist some up and scope the differences. Anyone have any experience with this?

OP, The advantages of the air core coil is they are very easy to "tune" they are not as sensitive as a toroidal or iron core coil. For experimenting with the henry, it is a great tool. Using a core, you are just getting more bang for the space used, and copper used.